Precinct Properties Group GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
25.11%
increased by 0.28%
1 Week
25.06%
increased by 0.23%
1 Month
24.87%
increased by 0.04%
Analysis last updated: Tuesday, June 9, 2026 at 08:51 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9249 | 6.86 | |
| 0.0501 | 32.04 | |
| 0.9914 | 765.57 | |
| 5.5740 | 9.27 |
Estimation Period:
Dec 18, 1997 to Jun 5, 2026
Dec 18, 1997 to Jun 5, 2026
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